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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-2.76%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$190B
AUM Growth
-$5.29B
Cap. Flow
+$4.62B
Cap. Flow %
2.43%
Top 10 Hldgs %
23.65%
Holding
3,846
New
220
Increased
2,219
Reduced
1,217
Closed
173

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$329M
2
SHEL icon
Shell
SHEL
+$218M
3
AAPL icon
Apple
AAPL
+$215M
4
AMD icon
Advanced Micro Devices
AMD
+$206M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$153M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$679M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$210M
3
META icon
Meta Platforms (Facebook)
META
+$178M
4
XLNX
Xilinx Inc
XLNX
+$175M
5
INFO
IHS Markit Ltd. Common Shares
INFO
+$159M

Sector Composition

Rank Sector Weight
1 Technology 24.29%
2 Financials 13.33%
3 Healthcare 12.88%
4 Consumer Discretionary 10.38%
5 Industrials 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LNW
651
DELISTED
Light & Wonder
LNW
$38.8M 0.02%
660,342
-2,791
-0.4% -$169K
KB icon
652
KB Financial Group
KB
$43.6B
$38.7M 0.02%
793,483
+7,799
+1% +$385K
NMR icon
653
Nomura Holdings
NMR
$30.1B
$38.7M 0.02%
9,178,906
+831,159
+10% +$3.76M
NWG icon
654
NatWest
NWG
$73B
$38.7M 0.02%
6,322,304
+178,352
+3% +$1.2M
UGI icon
655
UGI
UGI
$8.15B
$38.6M 0.02%
1,065,269
+59,599
+6% +$2.38M
TS icon
656
Tenaris
TS
$27.2B
$38.5M 0.02%
1,280,563
-68,414
-5% -$1.78M
GEN icon
657
Gen Digital
GEN
$18.6B
$38.4M 0.02%
1,446,329
+204,611
+16% +$5.63M
HWM icon
658
Howmet Aerospace
HWM
$106B
$38.1M 0.02%
1,060,053
+98,628
+10% +$3.37M
IDA icon
659
Idacorp
IDA
$7.85B
$38M 0.02%
329,364
+27,044
+9% +$2.94M
SUI icon
660
Sun Communities
SUI
$15B
$38M 0.02%
216,723
-5,750
-3% -$1.07M
ATR icon
661
AptarGroup
ATR
$8.46B
$37.9M 0.02%
322,437
+60,354
+23% +$7.09M
FPF
662
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$37.9M 0.02%
1,722,625
+54,597
+3% +$1.22M
SHG icon
663
Shinhan Financial Group
SHG
$37.2B
$37.8M 0.02%
1,131,738
+82,140
+8% +$2.66M
ARW icon
664
Arrow Electronics
ARW
$10.4B
$37.8M 0.02%
318,668
+9,183
+3% +$1.15M
PDCE
665
DELISTED
PDC Energy, Inc.
PDCE
$37.8M 0.02%
519,789
-78,197
-13% -$4.84M
UMC icon
666
United Microelectronic
UMC
$49.6B
$37.7M 0.02%
4,139,000
+248,352
+6% +$2.46M
BMO icon
667
Bank of Montreal
BMO
$120B
$37.7M 0.02%
319,567
+14,130
+5% +$1.64M
CFR icon
668
Cullen/Frost Bankers
CFR
$10B
$37.5M 0.02%
270,965
+11,526
+4% +$1.6M
CHE icon
669
Chemed
CHE
$6.84B
$37.5M 0.02%
74,033
+9,571
+15% +$4.59M
LVS icon
670
Las Vegas Sands
LVS
$29.2B
$37.4M 0.02%
961,974
+108,193
+13% +$4.49M
GDDY icon
671
GoDaddy
GDDY
$12.4B
$37.3M 0.02%
446,174
+124,445
+39% +$9.83M
HUBS icon
672
HubSpot
HUBS
$13B
$37.2M 0.02%
78,407
-1,410
-2% -$683K
DOCU
673
DocuSign
DOCU
$12.2B
$37.2M 0.02%
347,549
+63,756
+22% +$7.32M
CGNX icon
674
Cognex
CGNX
$10.2B
$37.2M 0.02%
481,553
+74,375
+18% +$5.09M
SNAP icon
675
Snap
SNAP
$9.18B
$36.9M 0.02%
1,025,368
+72,139
+8% +$2.61M
25 26
27
28 29

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q1 2022 Portfolio in Review

As of Q1 2022, Parametric Portfolio Associates held 3,846 positions worth $190B, down 2.7% from $195B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Parametric Portfolio Associates's Q1 2022 filing shows 220 new, 2,219 increased, 1,217 reduced and 173 closed positions. Its largest new stake was Shell: 4,108,679 shares worth $226M. The largest sale was iShares Core S&P 500 ETF, an estimated $679M.

By sector, the portfolio is most concentrated in Technology at 24% of assets, down from 25% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2022 buy was Shell: 4,108,679 shares worth $226M.
  • Parametric Portfolio Associates added most to Microsoft in Q1 2022, an estimated $329M increase.
  • Parametric Portfolio Associates's biggest Q1 2022 reduction was iShares Core S&P 500 ETF, cutting an estimated $679M.
  • Parametric Portfolio Associates fully exited Xilinx Inc in Q1 2022, selling an estimated $175M.
  • Parametric Portfolio Associates's ten largest holdings make up 24% of its $190B portfolio in Q1 2022.
  • Parametric Portfolio Associates opened 220 new positions and closed 173 in Q1 2022.
  • Parametric Portfolio Associates's portfolio value fell 2.7% quarter-over-quarter to $190B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2022, filed 16 May 2022.